+233.6%
GDX vs JNJ
+79.4%
+154.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +1.9% | -3.0% | +4.8% | +2.4% |
| 30D | +9.9% | +2.5% | +7.4% | +9.4% |
| 3M | +28.2% | +13.2% | +15.0% | +25.1% |
| 6M | -2.9% | +11.3% | -14.2% | -4.9% |
| YTD | +16.0% | +31.1% | -15.2% | +9.9% |
| 1Y | +49.9% | +54.3% | -4.5% | +37.5% |
| 3Y | +263.6% | +81.1% | +182.4% | +222.8% |
| 5Y | +233.6% | +82.7% | +150.8% | +185.9% |
| All | +233.6% | +79.4% | +154.2% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JNJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling